Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6988070.4409 | 248168.6457 | -7236239.0866 | 218456678.7192 | -21386602.8205 | 239843281.5397 |
Total P&L (%) | -6988.0704 | 248.1686 | -7236.2391 | 218456.6787 | -21386.6028 | 239843.2815 |
Avg Daily Profit (%) | -3.0898 | 0.1097 | -3.1995 | 0.3406 | 0 | 0.3447 |
Buy And Hold Return (%) | 10502.2639 | 10502.2639 | 10502.2639 | 10502.2639 | 10502.2639 | 10502.2639 |
Max Trade Drawdown | -7267986 | -77537 | -7324934 | -148467917 | -117212243 | -85158138 |
Profit Factor | 0.0881 | 2.7258 | 0.0377 | 1.8166 | 0.8689 | 3.2986 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 24 | 24 | 34 | 18 | 16 |
Losing Trades | 24 | 12 | 12 | 38 | 18 | 20 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0441 | 1.3629 | 0.0188 | 2.0303 | 0.8689 | 4.1233 |
Largest Winning Trade | 79570 | 79570 | 36677 | 228119229 | 54559054 | 228119229 |
Largest Losing Trade | -7252564 | -39900 | -7252564 | -48294221 | -48294221 | -17961340 |
Avg Bars in Trades | 87 | 99 | 75 | 87 | 99 | 75 |
Avg Bars in Winners | 60 | 75 | 45 | 89 | 93 | 83 |
Avg Bars in Losers | 142 | 148 | 135 | 86 | 106 | 69 |
Bars Traded | 6327 | 3594 | 2733 | 6327 | 3594 | 2733 |
Profit Streak | 123.2486 | 123.2486 | 227.582 | 123.2486 | 123.2486 | 343.582 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660731 | -205073 | -577646 | -70786 | -579821 | 532152 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|